The results of a theoretical investigation of the energy loss of charged particles in a magnetized classical plasma due to the electric-field fluctuations are reported. The energy loss for a test particle is calculated through the linear-response theory. At vanishing magnetic field, the electric-field fluctuations lead to an energy gain of the charged particle for all velocities. It has been shown that in the presence of strong magnetic field, this effect occurs only at low velocities. In the case of high velocities, the test particle systematically loses its energy due to the interaction with a stochastic electric field. The net effect of the fluctuations is the systematic reduction of the total energy loss (i.e., the sum of the polarization and stochastic energy losses) at vanishing magnetic field and reduction or enhancement at strong field, depending on the velocity of the particle. It is found that the energy loss of the slow heavy ion contains an anomalous term that depends logarithmically on the projectile mass. The physical origin of this anomalous term is the coupling between the cyclotron motion of the plasma electrons and the long-wavelength, low-frequency fluctuations produced by the projectile ion. This effect may strongly enhance the stochastic energy gain of the particle.